+11.9%
SM vs RCAT
-99.7%
+111.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.5% |
| 7D | +0.3% | +7.2% | -6.9% | +0.3% |
| 30D | -17.3% | -20.4% | +3.1% | -17.2% |
| 3M | -3.6% | -59.8% | +56.2% | -3.1% |
| 6M | +2.9% | -61.9% | +64.8% | +3.4% |
| YTD | +70.2% | -45.9% | +116.1% | +70.3% |
| 1Y | +66.5% | -50.5% | +117.0% | +66.6% |
| 3Y | -8.2% | +387.5% | -395.7% | -9.4% |
| 5Y | -1.5% | +70.9% | -72.4% | -2.6% |
| 10Y | +11.9% | -99.7% | +111.6% | +12.0% |
| All | +11.9% | -99.7% | +111.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling